+455.6%
NRG vs Z
+7.8%
+447.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.4% |
| 7D | +10.0% | +0.8% | +9.1% | +9.9% |
| 30D | -3.2% | +5.2% | -8.4% | -4.5% |
| 3M | -18.5% | -17.0% | -1.5% | -17.2% |
| 6M | -25.3% | -22.7% | -2.6% | -23.8% |
| YTD | -38.1% | -56.3% | +18.2% | -32.0% |
| 1Y | -40.7% | -57.7% | +17.0% | -34.6% |
| 3Y | +121.8% | -16.5% | +138.3% | +118.9% |
| 5Y | +209.2% | -53.4% | +262.6% | +216.9% |
| 10Y | +981.4% | -15.9% | +997.3% | +776.1% |
| All | +455.6% | +7.8% | +447.8% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling